+1,458.7%
ET vs BB
-67.8%
+1,526.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -5.6% | +6.5% | +1.6% |
| 30D | +7.5% | -11.8% | +19.3% | +9.1% |
| 3M | +11.4% | -25.5% | +36.9% | +14.5% |
| 6M | +18.5% | +121.3% | -102.7% | +3.9% |
| YTD | +37.4% | +103.2% | -65.8% | +21.7% |
| 1Y | +30.9% | +102.6% | -71.7% | +15.3% |
| 3Y | +98.7% | +37.5% | +61.2% | +76.5% |
| 5Y | +230.7% | -30.4% | +261.2% | +213.5% |
| 10Y | +175.6% | 0.0% | +175.6% | +110.6% |
| All | +1,458.7% | -67.8% | +1,526.5% | +1,282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling